+2,596.7%
MA vs DG
+606.1%
+1,990.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.7% | +8.4% | -11.1% | -4.2% |
| 30D | +1.5% | +4.9% | -3.4% | +0.5% |
| 3M | +20.4% | +29.3% | -8.9% | +14.6% |
| 6M | +11.1% | -11.3% | +22.4% | +13.0% |
| YTD | +2.0% | +1.8% | +0.2% | +0.8% |
| 1Y | -2.2% | +25.3% | -27.5% | -7.5% |
| 3Y | +41.9% | +9.1% | +32.8% | +32.5% |
| 5Y | +75.4% | -34.9% | +110.2% | +83.7% |
| 10Y | +527.5% | +108.2% | +419.4% | +377.1% |
| All | +2,596.7% | +606.1% | +1,990.6% | +1,262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling